CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
727-4 |
743-0 |
15-4 |
2.1% |
698-0 |
High |
740-6 |
745-0 |
4-2 |
0.6% |
732-0 |
Low |
727-4 |
737-0 |
9-4 |
1.3% |
694-0 |
Close |
740-2 |
738-4 |
-1-6 |
-0.2% |
727-4 |
Range |
13-2 |
8-0 |
-5-2 |
-39.6% |
38-0 |
ATR |
15-7 |
15-2 |
-0-4 |
-3.5% |
0-0 |
Volume |
11,327 |
31,981 |
20,654 |
182.3% |
159,792 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
764-1 |
759-3 |
742-7 |
|
R3 |
756-1 |
751-3 |
740-6 |
|
R2 |
748-1 |
748-1 |
740-0 |
|
R1 |
743-3 |
743-3 |
739-2 |
741-6 |
PP |
740-1 |
740-1 |
740-1 |
739-3 |
S1 |
735-3 |
735-3 |
737-6 |
733-6 |
S2 |
732-1 |
732-1 |
737-0 |
|
S3 |
724-1 |
727-3 |
736-2 |
|
S4 |
716-1 |
719-3 |
734-1 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
831-7 |
817-5 |
748-3 |
|
R3 |
793-7 |
779-5 |
738-0 |
|
R2 |
755-7 |
755-7 |
734-4 |
|
R1 |
741-5 |
741-5 |
731-0 |
748-6 |
PP |
717-7 |
717-7 |
717-7 |
721-3 |
S1 |
703-5 |
703-5 |
724-0 |
710-6 |
S2 |
679-7 |
679-7 |
720-4 |
|
S3 |
641-7 |
665-5 |
717-0 |
|
S4 |
603-7 |
627-5 |
706-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
745-0 |
724-0 |
21-0 |
2.8% |
8-2 |
1.1% |
69% |
True |
False |
28,667 |
10 |
745-0 |
694-0 |
51-0 |
6.9% |
9-5 |
1.3% |
87% |
True |
False |
27,411 |
20 |
745-0 |
678-0 |
67-0 |
9.1% |
10-5 |
1.4% |
90% |
True |
False |
21,921 |
40 |
745-0 |
594-0 |
151-0 |
20.4% |
12-2 |
1.7% |
96% |
True |
False |
19,280 |
60 |
745-0 |
594-0 |
151-0 |
20.4% |
12-1 |
1.6% |
96% |
True |
False |
15,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
779-0 |
2.618 |
766-0 |
1.618 |
758-0 |
1.000 |
753-0 |
0.618 |
750-0 |
HIGH |
745-0 |
0.618 |
742-0 |
0.500 |
741-0 |
0.382 |
740-0 |
LOW |
737-0 |
0.618 |
732-0 |
1.000 |
729-0 |
1.618 |
724-0 |
2.618 |
716-0 |
4.250 |
703-0 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
741-0 |
737-6 |
PP |
740-1 |
737-0 |
S1 |
739-3 |
736-2 |
|